Dynamics of markets :

McCauley, Joseph L.

Dynamics of markets : econophysics and finance from a physicist's standpoint / Joseph McCauley. - Cambridge, UK ; New York : Cambridge University Press, 2004. - xvi, 209 p. : ill. ; 26 cm.

Includes bibliographical references (p. 201-206) and index.

0521824478

2003060538


Finance--Mathematical models.
Finance--Statistical methods.
Business mathematics.
Markets--Mathematical models.
Statistical physics.

332.015195 / M1238